I'm sure he will come around, who knows he may be the type that is just a loner, Normally this is what I have seen, Yorkies tend to find 1 person in the home that they prefere, and since your home with him all the time, I would think it would be you. I know I bonded with Kloey when we picked her up cause we had a 3 hour drive and I held her the whole time, now she hardly leaves my sight (except when I'm at work)
Just keep doing what your doing and I'm sure the little guy will come around